SKIP TO CONTENT
SD

SHREYAS DEB / PORTFOLIO

0LOADING
2026·QUANT

Strat Backtester

Pluggable options backtesting engine for NSE index derivatives (NIFTY, BANKNIFTY) built on a month of tick data. Ships a Streamlit dashboard, PDF tearsheet export, and a full risk-metrics suite — Sharpe with bootstrap confidence intervals, VaR/CVaR, drawdown analysis, and more — with strategies plugging into a common BaseStrategy interface.

YEAR
2026
DOMAIN
QUANT
STACK
PythonStreamlitPandasQuantitative FinanceBacktesting
ACTIVITY
8 COMMITS · JUL 2026